NBS8020 - Dissertation Supervisors and Proposed Topics

Timeline of Dissertation work

Semester One:  Students take the  Research  Methods  in  Economics  and  Finance  Module (NBS8330).

Semester Two:

1. Students are assigned a supervisor

•    By the end of Semester 1, students will have been exposed to potential dissertation topics in the lectures of this module, as well as through their studies in all other modules studied.

•    On due course, a list will be provided including all the staff members that will be responsible for the supervision of students, including the broad dissertation topics they each propose.

• Starting on January 8th and up to January 12th, students should provide three choices of dissertation supervisor (from the list referred to above), ranked from most to less preferred.  There will be a submission point on Canvas in the ‘Assignments’ tab. The page should contain the following information in the following order:

a)   Student’s name:

b)   Student’suniversity number:

c)   Student’s programme of study:

d)   The   three   choices   of   supervisor    made,   ranked:    1) ,   2) ,   3)

Please do not include topics. The topic is be agreed later, with the supervisor that has been assigned to the student. Do not include any other information in the page and make sure to format the page as a PDF document.

Following this, an allocation will be made by the School, aiming to match the preferences expressed by students. This will be published on Canvas on Friday, January 26th. Please note that students who do not submit their supervisor preferences by the deadline will still be allocated a supervisor that has availability. After the supervisor has been confirmed, it is the student’s responsibility to start the first contact with the supervisor. Please make sure you do this immediately following the confirmation of your supervisor.

Supervisors and Proposed Topics 2023-2024

1. Supervisors for students enrolled on the MSc Banking and Finance (5148F), MSc Finance (5149F), and MSc Quantitative Finance and Risk Management (5173F) programmes

Iftekhar Ahmed (10 students)

•   Topics in Sustainable Finance

•   Topics in Climate Finance

•   Topics in Biodiversity / Nature Finance

•   Climate damage attribution science (loss and damage)

Nikolaos Papanikolaou (15 students)

•    Financial institutions: green banking; responsible banking; environmental risks; risk management; bank regulation & supervision; corporate governance & culture; ESG

•    Financial stability: systemic risk; procyclicality; liquidity; contagion; compliance; bank stress tests

•    Finance: financial innovation; Fintech; alternative finance sources; financial inclusion; green bonds and other instruments

•    Financial accounting: transparency; disclosure; data manipulation & fraud; earnings management; reputational risk

Shams Pathan (15 students)

•   Corporate finance [e.g., climate change impact, sustainable finance, entrepreneurial finance, social finance]

•    Financial intermediation [e.g., fintech, bank governance, responsible banking, risk- taking, financial crisis, capital regulation, stress tests, transparency, microfinance]

•    Executive compensation [e.g., incentive pay, pay disclosure rule, say-on-pay rule, pay gap]

•    Boards of directors [e.g., women on boards, CEO power, age, tenure, experience]

•    Institutional shareholders monitoring [e.g., shareholder horizon, shareholders’ activisms, voting]

•    Financial reporting [e.g., earnings management, earnings quality, audit]

•    Empirical research design [e.g., establishing causal relation using DiD, RDD, PSM, IV]

Robert Sollis (20 students)

•   Speculative bubbles in stock markets: an empirical analysis for a country of your choice

•   Speculative bubbles in house prices: an empirical analysis for a country of your choice

•   Stock return predictability: an empirical analysis for a country of your choice

•    Forecasting stock market volatility: an empirical analysis for a country of your choice

•   Value at Risk for stock markets: an empirical analysis for a country of your choice

Andrei Stancu (15 students)

•   Credit and market liquidity risks in financial markets

•    Forecasting risk premia

•    Effect of macroeconomic announcement surprises

•    Dynamics of derivative prices (e.g., options, futures, commodities)

• Valuation and the index effect

Chen Su (12 students)

•   The value of financial analysts (sell-side analysts vs social media analysts)

•   Asset pricing and financial anomalies

•    IPO underpricing and/or long-term underperformance

•   Capital structure and its main determinants

2. Supervisors for students enrolled on the MSc International Economics & Finance (5118F) programme

Cesar Blanco (3 students)

•    Monetary policy and fiscal policy transmission to real and nominal variables

•    Determinants of economic growth in advanced and developing economies

•    Interaction between macroeconomic policy and economic growth and/or business cycle fluctuations

•    Interaction between the sectoral composition of an economy, economic growth and economic policy

Bahadir Dursun (3 students)

• Causal Inference

•   Applied Microeconometrics

•    Empirical research in financial economics and financial crises

Ian Gregory-Smith (3 students)

•    Labour Economics: E.g. labour supply, wages, productivity, labour market discrimination, industrial relations

•    Industrial Organisation: E.g. Imperfect competition (Oligopoly), competition policy, product bundling, firm governance

•   Sports economics: Competitive balance, applied microeconomic topics using sports data

Soeren Henn (3 students)

•    Development Economics (anything looking at economics in developing countries)

•    Political Economy (anything looking at political decisions)

•    Economic History (the study of economics in the past)

•    Environmental Economics (the effects of climate change, resource use, etc.)

Lena Janys (3 students)

•    Economics of Childhood Development. Topics could include the effect of health on education outcomes, interaction of health and education etc.

•    Re-examining the child penalty and its effects on employment and wages using dynamic models.

•    Diversity in Higher Education: effect of networks on productivity.

Tom Lane (3 students)

•   Any topic in behavioural or experimental economics

•   Any topicon the economics of happiness (or ‘subjective wellbeing’)

•   The economics of religion

Grega Smrkolj (2 students)

•    Economic convergence/divergence among a selected group of countries

Chris Walsh (3 students)

•    Financial econometrics especially volatility modelling

•    Factor or panel data models in economics and finance

•    Non- and semiparametric methods in economics and finance

•    (S)-VAR models in economics and finance

•    Bayesian methods in economics and finance